Summary
The STOXX Global Sharpe Ratio 100 index includes stocks from the STOXX Global 1800 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 100 companies with the highest one-year Sharpe ratios and weights them according to the inverse of their one-year volatility (subject to a 10% cap). To calculate the one-year Sharpe ratio, the
GC Pooling 12 months is used as risk-free asset.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXGSRL
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269119050
Last Value
260.95
+0.74 (+0.28%)
As of CET
Week to Week Change
-0.78%
52 Week Change
28.11%
Year to Date Change
19.17%
Daily Low
260.04
Daily High
261.47
52 Week Low
196.7 — 17 Oct 2025
52 Week High
266.98 — 24 Aug 2026
Top 10 Components
| ING GRP | NL |
| AL SYDBANK | DK |
| UNICAJA BANCO S.A. | ES |
| ABN AMRO BANK | NL |
| COSMO ENERGY HLDGS | JP |
| YANGZIJIANG SHIPBUILDING | SG |
| UNIPOL ASSICURAZIONI | IT |
| CAIXABANK | ES |
| WHARF REIC | HK |
| HSBC | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$900.07
+10.68
1Y Return
14.89%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€641.93
+6.48
1Y Return
16.00%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$597.86
+9.11
1Y Return
14.84%
1Y Volatility
0.13%
EURO STOXX 50® - EUR (Price Return)
€6318.2
+82.00
1Y Return
16.10%
1Y Volatility
0.16%
DAX - EUR (Gross Return)
€25304.06
-412.65
1Y Return
7.55%
1Y Volatility
0.16%